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Two new estimators for the proportion of true null hypotheses in multiple test.
- Source :
- Journal of Statistical Computation & Simulation; Mar2017, Vol. 87 Issue 4, p712-723, 12p
- Publication Year :
- 2017
-
Abstract
- In multiple hypothesis test, an important problem is estimating the proportion of true null hypotheses. Existing methods are mainly based on thep-values of the single tests. In this paper, we propose two new estimations for this proportion. One is a natural extension of the commonly used methods based onp-values and the other is based on a mixed distribution. Simulations show that the first method is comparable with existing methods and performs better under some cases. And the method based on a mixed distribution can get accurate estimators even if the variance of data is large or the difference between the null hypothesis and alternative hypothesis is very small. [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISSN :
- 00949655
- Volume :
- 87
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Journal of Statistical Computation & Simulation
- Publication Type :
- Academic Journal
- Accession number :
- 120493560
- Full Text :
- https://doi.org/10.1080/00949655.2016.1223297